-3.2%
NU vs PEGA
-37.1%
+34.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.8% | -0.1% |
| 7D | -4.2% | -5.3% | +1.1% | -3.7% |
| 30D | +10.0% | +8.3% | +1.7% | +9.1% |
| 3M | +29.3% | +8.9% | +20.3% | +27.6% |
| 6M | +0.9% | -19.7% | +20.7% | +3.4% |
| YTD | -10.3% | -39.9% | +29.6% | -5.4% |
| 1Y | -3.2% | -36.4% | +33.2% | +0.9% |
| All | -3.2% | -37.1% | +34.0% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PEGA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling